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Nonparametric Estimation of Sample Selection Models

✍ Scribed by Das, Mitali; Newey, Whitney K.; Vella, Francis


Book ID
108533998
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
231 KB
Volume
70
Category
Article
ISSN
0034-6527

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## SUMMARY We consider the estimation of a sample selection model that exhibits spatial autoregressive errors (SAE). Our methodology is motivated by a two‐step strategy where in the first step we estimate a spatial probit model and in the second step (outcome equation) we include an estimated inver